+35.5%
YUM vs PTC
+29.2%
+6.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +9.2% | +0.9% | +8.3% | +9.1% |
| 3M | +11.2% | +30.4% | -19.1% | +9.1% |
| 6M | +7.7% | +34.4% | -26.8% | +5.1% |
| YTD | +7.5% | +12.6% | -5.1% | +6.2% |
| 1Y | +8.3% | +10.2% | -1.9% | +7.3% |
| All | +35.5% | +29.2% | +6.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling